Question: to answer questions 30 through 38 . Calls Puts Strike NOV Dec Jal NOV Dec Jan 105 8. 4 10 1 1 . 5 5.

to answer questions 30 through 38 . Calls Puts Strike NOV

to answer questions 30 through 38 . Calls Puts Strike NOV Dec Jal NOV Dec Jan 105 8. 4 10 1 1 . 5 5. 3 1 . 3 2 1 10 4 . 4 7. 1 8. 3 0. 9 2 . 5 3 . 1 15 1 . 5 3. 9 5. 3 2. 8 4. 8 4. 8 The stock price was 1 13. 25 . The risk- free rates were 7 . 30 percent ( November ) , 7 .50 percent ( December ) and 7. 62 percent ( January ) . The times to expiration were 0. 0384 ( November ) , 0. 1342 ( December ) , and 0. 21 1 ( January ) . Assume no dividends unless indicated What is the intrinsic value of the December 1 15 put ? ( Points : 1 ) 1 . 75 0 . 00 3 . 90 3. 00 none of the above

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